public PersistItem getItem(string exchangeOrderId)
{
PersistItem result = null;
items.TryGetValue(exchangeOrderId, out result);
return(result);
}
public void save(Order order)
{
if (items.ContainsKey(order.exchangeOrderId))
{
return;
}
PersistItem item = new PersistItem(DateTime.Now, order.exchangeOrderId,
order.orderId, order.symbol, order.ordStatus.ToString(), order.account);
items.TryAdd(order.exchangeOrderId, item);
processor.add(item);
}
public void load()
{
items.Clear();
Directory.CreateDirectory(dir);
string fileName = dir + "\\" + file;
if (File.Exists(fileName))
{
string line;
long count = 0;
System.IO.StreamReader file =
new System.IO.StreamReader(fileName);
while ((line = file.ReadLine()) != null)
{
++count;
try
{
PersistItem item = PersistItem.deserialize(line);
if (null == item)
{
logger.Error("persist data error in line " + count);
continue;
}
else
{
if (item.time.Date == DateTime.Today)
{
items[item.exchangeOrderId] = item;
}
}
}
catch (Exception e)
{
logger.Error("persist data error in line " + count);
logger.Error(e);
logger.Error(e.StackTrace);
}
} // end while
file.Close();
}
FileStream fs = new FileStream(fileName, FileMode.Create);
stream = new System.IO.StreamWriter(fs);
// write it back so we can get rid of yesterday's order records
foreach (var item in items)
{
stream.WriteLine(item.Value.serialize());
}
stream.Flush();
}
private void process(PersistItem item)
{
stream.WriteLine(item.serialize());
stream.Flush();
}
void onExecutionReport(OrderMessage.IExecutionReportMessage msg, OrderConnection.ExecDupEnum possDup)
{
Utils.printExecutionReport(msg, possDup);
Order existingOrder;
if (null != msg.OrderID && msg.OrderID != "")
{
if (this.recovering) // during recovery there won't be an order in the cache
{
recoveryCount++;
Order order = new Order(this.id, msg.Symbol, "unknown", msg.Price, msg.OrderQty,
FieldConverter.convert(msg.Side), FieldConverter.convert(msg.OrderType), "recovered");
if (updateOrder(order, msg))
{
orders[order.exchangeOrderId] = order;
PersistItem item = persistence.getItem(order.exchangeOrderId);
if (null == item) // log error here !!!
{
logger.Error("Error: Cant find order in peristence: " + order.exchangeOrderId);
return;
}
// This is the only reason we need persistence!
order.symbol = item.symbol;
order.orderId = item.orderId;
order.account = item.account;
logger.Info("Recovery add order: " + order);
}
}
else
{
if (orders.TryGetValue(msg.OrderID, out existingOrder))
{
if (updateOrder(existingOrder, msg))
{
persistence.save(existingOrder);
this.onOrder(existingOrder);
}
}
else if (msg.NID != 0 && pendings.TryGetValue(msg.NID, out existingOrder))
{
if (updateOrder(existingOrder, msg))
{
pendings.TryRemove(msg.NID, out existingOrder);
orders[msg.OrderID] = existingOrder;
persistence.save(existingOrder);
this.onOrder(existingOrder);
}
}
else
{
logger.Info("Cant find corresponding order in cache");
}
}
}
else
{
logger.Info("ExecutionReport OrderId is null or empty");
}
}
